Project Aurora
Description
A complete re-architecture of a legacy high-frequency trading platform, reducing latency by 400% and increasing throughput to 1.5M transactions per second.
Technology
Date
November 2024
The Challenge
The client, a leading consortium in the global fintech space, was grappling with a legacy infrastructure that could no longer keep pace with the volatility of modern markets. Latency spikes during high-volume trading sessions were causing significant financial slippage.
The Solution
We implemented a custom Rust-based matching engine, replacing the aging Java monolith. By leveraging zero-copy networking and kernel-bypass techniques, we achieved deterministic microsecond-level latency.
Technical Note: We utilized DPDK for kernel bypass, allowing packets to move directly from the NIC to userspace memory without overhead.
Key Outcomes
- Latency Reduction: 99th percentile latency dropped from 12ms to 45µs.
- Throughput: System now handles 1.5M TPS with ease.
- Reliability: Zero downtime recorded in the first 6 months of operation.